Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-07-13 0.316898 0.345171 0.375933 0.412088 0.453677 0.500333 0.557081
2025-07-20 0.285621 0.322890 0.365824 0.419575 0.485994 0.566659 0.674108
2025-07-27 0.259992 0.301864 0.352152 0.418192 0.504524 0.616443 0.777760
2025-08-03 0.242277 0.287472 0.343651 0.420477 0.525991 0.671149 0.896742
2025-08-10 0.221963 0.267475 0.325465 0.407171 0.523650 0.691490 0.968817
2025-08-17 0.204263 0.249163 0.307511 0.391726 0.515528 0.701050 1.024492
2025-08-24 0.194202 0.239952 0.300659 0.390584 0.527322 0.741479 1.138977
2025-08-31 0.189711 0.237701 0.302854 0.402205 0.559205 0.818163 1.337079
2025-09-07 0.182350 0.230926 0.298047 0.402741 0.573344 0.866940 1.495111
2025-09-14 0.175022 0.223688 0.291964 0.400595 0.582528 0.908000 1.649048
2025-09-21 0.168344 0.216947 0.286086 0.398121 0.590624 0.948023 1.813575
2025-09-28 0.160455 0.208041 0.276428 0.388761 0.585535 0.961413 1.917399
2025-10-05 0.156924 0.205432 0.276287 0.395248 0.610305 1.041125 2.234191
2025-10-12 0.153346 0.202540 0.275489 0.400510 0.633447 1.122444 2.601406
2025-10-19 0.148356 0.197277 0.270661 0.398443 0.642227 1.173625 2.904915
2025-10-26 0.144594 0.193667 0.268196 0.400224 0.658758 1.246706 3.338143
2025-11-02 0.138063 0.185555 0.258109 0.387709 0.644721 1.241607 3.463143
2025-11-09 0.131546 0.177232 0.247325 0.373280 0.625375 1.219948 3.509543
2025-11-16 0.128163 0.173614 0.244005 0.372190 0.634106 1.273926 3.943441
2025-11-23 0.127332 0.173901 0.247051 0.382987 0.669761 1.410488 4.949962
2025-11-30 0.124586 0.171056 0.244728 0.383480 0.682537 1.485262 5.725373
2025-12-07 0.121544 0.167622 0.241243 0.381483 0.689349 1.543994 6.497564
2025-12-14 0.118614 0.164263 0.237731 0.379181 0.695189 1.601570 7.380248